Dow Jones AIG Commodity Index

(redirected from DJ-AIGCI)

Dow Jones AIG Commodity Index

A futures commodity index listing 19 different commodities in the United States. It is designed to be a diversified and liquid index tracking the performance of physical commodities in the United States. It weights the commodities listed according to liquidity and dollar-adjusted production data. However, unlike other commodity indices, the DJ-AIGCI sets limits on its weighting so as to maintain its own diversification. It is a rolling index, which means that futures near their delivery dates must be sold so as to avoid delivery of the underlying.
References in periodicals archive ?
The commodity index business comprises of a range of commodity index swaps and funded notes based on the benchmark Dow Jones-AIG Commodity Index (DJ-AIGCI).
The commodity index business is comprised of a product platform of commodity index swaps and funded notes based on the benchmark Dow Jones-AIG Commodity Index (DJ-AIGCI).
Two commonly referenced commodity indexes are the Standard & Poor's Goldman Sachs Commodity Index (S&P GSCI) and Dow Jones-American International Group Commodity Index (DJ-AIGCI), which are based on a broad range of physical commodities, including energy products, agricultural products, and metals.